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The cv of the Fisher information is the relative error of the parameter - #339

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fisher-cv
Oct 16, 2026
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fisher-cv

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Fixes #338.

The column cv of FisherInformation.summary_df (fisher.tsv, the report) was se / |value| in the space of the optimizer, i.e. se(log10 p) / |log10 p| for a parameter searched as log10: it depended on the unit of the parameter and was near infinite for a value near 1 (pkdb_models HCTZ: Emax_hctz_cl 1.15 had 134 %, E50_hctz_nacl 1.85e-4 mM 2.7 %, the relative errors are about 19 and 24 %).

Now FisherInformation.relative_errors gives the relative error of the parameter in the units of the model, to first order: se / |p| (linear), se(ln p) (log), ln(10) se(log10 p) (log10); cv is it in percent, and the report describes the column accordingly.

Tests: tests/fit/test_fisher.py (a test per scale, including the HCTZ values), pytest tests/fit (895 passed), ruff, ty.

The column cv of FisherInformation.summary_df divided the standard error in
the space of the optimizer by the value in that space: for a parameter
searched as log10 it was se(log10 p)/|log10 p|, which depends on the unit
of the parameter and is near infinite for a value near 1 (HCTZ: Emax_hctz_cl
1.15 had 134 %, E50 1.85e-4 mM 2.7 %, where the relative errors are about 19
and 24 %). It is now the relative error of the parameter in the units of the
model, to first order: se/|p| on the linear scale, se(ln p) for ln and
ln(10) se(log10 p) for log10 (FisherInformation.relative_errors). The
description of the column in the report says so.

Fixes #338.
@matthiaskoenig
matthiaskoenig merged commit 5e1c8f9 into develop Oct 16, 2026
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matthiaskoenig deleted the fisher-cv branch October 16, 2026 19:53
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Fisher information: the column cv divides the error in log space by the log of the value

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